Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48054.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46659.24 Kr¶

PnL: ---------------------------------------> -229.33 Kr¶

DD now: ---------------------------------> -1.184 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 16:39:34.865909'

Anic Portfolio¶

Today¶

Return: 1.095 %¶

This Week¶

Return: 1.095 %¶

Total¶

Return: 57.317 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.380000 2887.500000 251.500000 9.540000 2636.000010
Beijer Electronics Group 26 1.490000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 6.700000 686.170000 109.170000 18.920000 576.999999
Samhällsbyggnadsbo. i Norden B 20 6.780000 453.800000 98.800000 27.830000 355.000000
HMS Networks 2 1.010000 719.200000 46.200000 6.860000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.220000 1690.800000 36.800000 2.220000 1653.999996
MedCap 2 4.950000 445.000000 24.000000 5.700000 421.000000
Samhällsbyggnadsbo. i Norden D 12 3.890000 269.280000 23.280000 9.460000 246.000000
Midsona B 63 2.230000 605.430000 22.430000 3.850000 582.999984
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
OEM International B 7 1.690000 546.000000 18.000000 3.410000 527.999997
Intrum 4 2.370000 545.000000 18.000000 3.420000 527.000000
Coor Service Management Hold. 8 0.290000 547.600000 15.600000 2.930000 532.000000
Karnov Group 9 -0.330000 549.900000 13.900000 2.590000 536.000004
CTEK 13 5.670000 547.300000 13.300000 2.490000 533.999999
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 0.170000 554.240000 11.240000 2.070000 543.000000
Resurs Holding 22 0.040000 585.200000 11.200000 1.950000 573.999998
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
AcadeMedia 12 0.730000 565.440000 8.440000 1.520000 557.000004
Essity B 2 0.660000 580.200000 6.200000 1.080000 574.000000
Handelsbanken A 5 0.460000 548.250000 2.250000 0.410000 546.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 0.480000 563.700000 -0.300000 -0.050000 564.000000
Securitas B 6 0.750000 567.840000 -2.160000 -0.380000 570.000000
SAAB B 8 1.460000 3330.400000 -46.600000 -1.380000 3377.000000
International Petroleum Corp. 5 3.170000 537.000000 -57.570000 -9.680000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 2.310000 545.830000 -67.170000 -10.960000 612.999432
OX2 18 -1.940000 1504.800000 -159.200000 -9.570000 1663.999992
Axfood 13 0.620000 3577.600000 -178.400000 -4.750000 3756.000001
Ovzon 52 1.560000 3042.000000 -320.000000 -9.520000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46659.240000 -229.330000 -1.18398% 46888.564618

Updated:¶

'2023-01-16 16:39:47.186782'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶